+23.0%
CDNS vs IOVA
+51.6%
-28.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.0% | -5.0% | -4.1% |
| 7D | -14.0% | +9.7% | -23.7% | -14.5% |
| 30D | -13.2% | +102.5% | -115.7% | -17.0% |
| 3M | -28.9% | +100.7% | -129.6% | -32.3% |
| 6M | -4.2% | +106.3% | -110.5% | -9.5% |
| YTD | -6.4% | +222.0% | -228.3% | -14.5% |
| 1Y | -16.2% | +299.5% | -315.8% | -25.0% |
| All | +23.0% | +51.6% | -28.6% | +11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded IOVA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling